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Hours/Number of trades

Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD), the DPO is not a momentum indicator. It instead highlights peaks and troughs in price, which are used to estimate

The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or not choppy and trading within a trend in either direction. Using a scale from 1 - 100, the market is considered to be choppy as values near 100 (over 61.80) and trending when values are lower than 38.20).

Entropy Math indicator is based on Maximum Entropy Method.

This indicator is based on https://cssanalytics.wordpress.com/2015/03/13/using-a-self-similarity-metric-with-intraday-data-to-define-market-regimes/

In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.

This snippet shows you the value of ATR(14) at the time the position was opened.

Snippets used in blog post: Multimarket analysis in SQX

The Varadi Oscillator (VDO) is a leading indicator first proposed by David Varadi and originally aim to reduce the influence of the trend component in oscillators. The DVO can be described as a rolling percent rank of detrended prices over a certain lookback period. The detrending process used for the calculation of the indicator is based on the simple moving average of the ratio between the closing price and median ( hl2 ) price.

Net Profit / Avg DD Ratio